Help, can't make nandroid backup

I've got clockwork mod, followed instructions and flashed recovery. It said successful. I then tried to backup current ROM, it sgowed ne the file it was going to save. I hit Ok, and it rebooted. I looked in the clockwork mod folder and there is only 1 folder, download. No backup folder. I even tried to boot into recovery and it just booted as normal. What can I do? Please help